UBS Call 24 DTE 20.12.2024
/ CH1251035296
UBS Call 24 DTE 20.12.2024/ CH1251035296 /
2024-06-14 8:12:40 AM |
Chg.+0.020 |
Bid2:20:34 PM |
Ask2:20:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+3.57% |
0.640 Bid Size: 25,000 |
0.660 Ask Size: 25,000 |
DT.TELEKOM AG NA |
24.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL1XX6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.14 |
Parity: |
-1.47 |
Time value: |
0.62 |
Break-even: |
24.62 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.06 |
Spread %: |
10.71% |
Delta: |
0.37 |
Theta: |
0.00 |
Omega: |
13.47 |
Rho: |
0.04 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.33% |
1 Month |
|
|
+28.89% |
3 Months |
|
|
+70.59% |
YTD |
|
|
+38.10% |
1 Year |
|
|
+65.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.560 |
1M High / 1M Low: |
0.630 |
0.280 |
6M High / 6M Low: |
1.020 |
0.240 |
High (YTD): |
2024-01-24 |
1.020 |
Low (YTD): |
2024-04-19 |
0.240 |
52W High: |
2024-01-24 |
1.020 |
52W Low: |
2024-04-19 |
0.240 |
Avg. price 1W: |
|
0.592 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.457 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.527 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.509 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
237.80% |
Volatility 6M: |
|
185.27% |
Volatility 1Y: |
|
151.17% |
Volatility 3Y: |
|
- |